+597.0%
SE vs MCO
+259.6%
+337.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +3.1% |
| 7D | +0.6% | -2.7% | +3.3% | +2.6% |
| 30D | -0.1% | +0.9% | -1.0% | -1.2% |
| 3M | +34.1% | +8.7% | +25.5% | +24.5% |
| 6M | +23.2% | +2.4% | +20.8% | +19.5% |
| YTD | -11.2% | -5.2% | -6.0% | -9.5% |
| 1Y | -40.5% | -4.4% | -36.2% | -40.3% |
| 3Y | +196.3% | +45.1% | +151.2% | +102.2% |
| 5Y | -67.0% | +31.5% | -98.5% | -75.2% |
| All | +597.0% | +259.6% | +337.4% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling